Commodity Futures Based on Big Data: Returns up to 17.1% in 3 Months
During the 3 Months forecasted period several picks in the Commodities Package saw significant returns. The algorithm had correctly predicted 7 out 10 returns. The highest trade return came from SHFE_RU1, at 17.1%. CME_CL1 and CME_WS1 followed with returns of 4.74% and 4.74% for the 3 Months period. The package had an overall average return of 1.98% during the period.